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Re: Limited life span of mechanical systems?



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Kent Rollins wrote:
> 
> Why were you unsuccessful trading OB?  Were you trading the standard
> version, a public variation, or one of your own creation?

I was trading a version of my own, not very different from the original
OddBall was always-in-the-market, no stops, no profit-targets type. It
has a simple trend-filter and some different way to compute momentum of
Adv.

Why I was unsuccessful: It got into some pretty bad trades the past few
months and watching it lose thousands in a very short time was very
destabilising. I managed to skip some of the few highly profitable
trades it made... The system itself is flat (in TS backtest before C+S)
since mid-July and has produced a 100-120pt DD twice.

Sofar I've heard from one person only who has been trading his version
of OB successfully the last few months.

Regards, M